Its not quite UNIX style - it works like a weird frame selection instead of follow the text LtR like any *nix console I can think of.
It would be super if that could be fixed as well with an option.
I'm pretty sure it's block/column selection instead of line selection.
Why they made that design decision, we will never know. Maybe a dev was working with a lot of hex output? (even so, he should be slapped retroactively, unless he's Raymond Chen, cause Raymond Chen is amazing so we'll forgive his transgressions)
The console 'screen' is a grid of (character,attribute) pairs, so there are no lines as such...
I'm not sure the box selection is super useful these days, but in the late 80s/early 90s, GUI-style interfaces were very popular, and a box selection makes a certain amount of sense, so you can avoid picking up borders and so on. Would have been nice if they'd got both types in from day 1 though...
This is one of the major changes that happened since this team started working on the console. In Windows 10 it has line selection that flows correctly over line breaks.
Why they made that design decision, we will never know. Maybe a dev was working with a lot of hex output? (even so, he should be slapped retroactively, unless he's Raymond Chen, cause Raymond Chen is amazing so we'll forgive his transgressions)